Bell Polynomials and Nonlinear Inverse Relations

By means of the Lagrange expansion formula, we establish a general pair of nonlinear inverse series relations, which are expressed via partial Bell polynomials with the connection coefficients involve an arbitrary formal power series. As applications, two examples are presented with one of them recovering the difficult theorems discovered recently by Birmajer, Gil and Weiner (2012 and 2019).

Approximation properties of Jain-Stancu operators

In the present paper, we introduce the Stancu type Jain operators, which generalize the wellknown Sz?sz-Mirakyan operators via Lagrange expansion. We investigate their weighted approximation properties and compute the error of approximation by using the modulus of continuity. We also give an asymptotic expansion of Voronovskaya type. Finally, we introduce a modified form of our operators, which preserves linear functions, provides a better error estimation than the Jain operators and allows us to give global results in a certain subclass of C[0,?). Note that the usual Jain operators do not preserve linear functions and the global results in a certain subspace of C[0,?) can not be given for them.

Influence of Non-Structural Localized Inertia on Free Vibration Response of Thin-Walled Structures by Variable Kinematic Beam Formulations

Variable kinematic beam theories are used in this paper to carry out vibration analysis of isotropic thin-walled structures subjected to non-structural localized inertia. Arbitrarily enriched displacement fields for beams are hierarchically obtained by using the Carrera Unified Formulation (CUF). According to CUF, kinematic fields can be formulated either as truncated Taylor-like expansion series of the generalized unknowns or by using only pure translational variables by locally discretizing the beam cross-section through Lagrange polynomials. The resulting theories were, respectively, referred to as TE (Taylor Expansion) and LE (Lagrange Expansion) in recent works. If the finite element method is used, as in the case of the present work, stiffness and mass elemental matrices for both TE and LE beam models can be written in terms of the same fundamental nuclei. The fundamental nucleus of the mass matrix is opportunely modified in this paper in order to account for non-structural localized masses. Several beams are analysed and the results are compared to those from classical beam theories, 2D plate/shell, and 3D solid models from a commercial FEM code. The analyses demonstrate the ineffectiveness of classical theories in dealing with torsional, coupling, and local effects that may occur when localized inertia is considered. Thus the adoption of higher-order beam models is mandatory. The results highlight the efficiency of the proposed models and, in particular, the enhanced capabilities of LE modelling approach, which is able to reproduce solid-like analysis with very low computational costs.

DERIVATIVE INVERSE SERIES RELATIONS AND LAGRANGE EXPANSION FORMULA

A new pair of inverse series relations is established with the connection coefficients being expressed as higher derivatives of two fixed analytic functions. As applications, new proofs for the Lagrange expansion formulae are presented and Pfaff–Cauchy's generalizations of the Leibniz rule are reviewed.

DISTRIBUTION OF THE TIME TO RUIN IN SOME SPARRE ANDERSEN RISK MODELS

The finite-time ruin problem, which implicitly involves the inversion of the Laplace transform of the time to ruin, has been a long-standing research problem in risk theory. Existing results in the Sparre Andersen risk models are mainly based on an exponential assumption either on the interclaim times or on the claim sizes. In this paper, we utilize the multivariate version of Lagrange expansion theorem to obtain a series expansion for the density of the time to ruin under a more general distribution assumption, namely the combination of n exponentials. A remark is further made to emphasize that this technique can also be applied to other areas of applied probability. For instance, the proposed methodology can be used to obtain the distribution of some first passage times for particular stochastic processes. As an illustration, the duration of a busy period in a queueing risk model will be examined.